+396.3%
NVDA vs FHN
+134.1%
+262.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | +3.8% | +2.7% | +1.1% | +2.9% |
| 30D | +0.8% | -3.1% | +3.9% | +1.9% |
| 3M | +8.2% | +2.3% | +5.8% | +7.1% |
| 6M | +27.1% | +9.7% | +17.4% | +22.3% |
| YTD | +21.2% | +4.7% | +16.5% | +18.3% |
| 1Y | +34.3% | +13.8% | +20.5% | +26.5% |
| 3Y | +396.3% | +131.6% | +264.7% | +312.6% |
| All | +396.3% | +134.1% | +262.1% | +312.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling